+73.3%
RUN vs ALK
-45.9%
+119.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | -13.5% | -1.2% | -12.3% | -13.2% |
| 30D | +18.3% | +7.7% | +10.6% | +13.1% |
| 3M | -12.5% | -19.0% | +6.5% | -3.4% |
| 6M | -40.3% | -0.2% | -40.1% | -41.5% |
| YTD | -53.1% | -23.5% | -29.6% | -47.3% |
| 1Y | -54.3% | -9.1% | -45.1% | -53.0% |
| 3Y | -6.5% | +12.0% | -18.5% | -21.6% |
| 5Y | -85.3% | -30.9% | -54.4% | -84.0% |
| All | +73.3% | -45.9% | +119.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling